#include <iostream>
#include <ql/quantlib.hpp>

using namespace std;
using namespace QuantLib;

class  FixedRateBondWrap: public FixedRateBond   
{  
		public:  
		FixedRateBondWrap(QuantLib::FixedRateBond bond, double factor, int settlementDate, double tradePrice);
		~FixedRateBondWrap(void);

		QuantLib::Real FixedRateBondWrap::NPV();
						
		private:
		double factor_;
		double tradePrice_; //clean price of trade 
		int settlementDate_;
			
};
